+498.9%
FSLR vs SW
+189.7%
+309.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.6% | +4.1% |
| 7D | +10.3% | +12.1% | -1.7% | +8.7% |
| 30D | +10.4% | +6.6% | +3.9% | +9.4% |
| 3M | -20.2% | -6.0% | -14.1% | -19.6% |
| 6M | -8.0% | +21.5% | -29.5% | -10.3% |
| YTD | -25.5% | +20.3% | -45.9% | -27.5% |
| 1Y | -26.0% | +28.1% | -54.1% | -28.5% |
| 3Y | +28.0% | +51.6% | -23.6% | +22.1% |
| 5Y | +66.7% | -0.1% | +66.9% | +60.0% |
| 10Y | +498.9% | +189.7% | +309.1% | +431.0% |
| All | +498.9% | +189.7% | +309.1% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling